Computational methods for quantitative finance : finite element methods for derivative pricing
By: .
Contributor(s): Hilber, Norbert.
Material type:
BookSeries: Springer Finance. Publisher: Berlin Springer 2013Description: xiii, 299p.ISBN: 9783642354007.Subject(s): Finance--Mathematical models | Business mathematics | Derivative securities--Prices--Mathematical models | Numerical analysis | Distribution (Probability theory)DDC classification: 332.632015118 | C739
| Item type | Current location | Collection | Call number | url | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|---|
Books
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PK Kelkar Library, IIT Kanpur | COMPACT STORAGE (BASEMENT) | 332.632015118 C739 (Browse shelf) | Book Request | Available | A179968 |
Total holds: 0
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| 332.632 B632I4 INVESTMENTS | 332.632 J296f Financial derivatives pricing | 332.632 P939P PRICING DERIVATIVE SECURITIES | 332.632015118 C739 Computational methods for quantitative finance | 332.63201518 C972d Derivative pricing in discrete time | 332.632042 H191 Handbook of quantitative finance and risk management [3 v.] | 332.632044 P943 PROFESSIONAL PERSPECTIVES ON FIXED INCOME PORTFOLIO MANAGEMENT. (VOL.4) |
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